Daniel Hernández-Hernández, J. Adolfo Minjárez-Sosa
This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields.
Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all...
This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the ra...
